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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 1,097 7,248 1.452086 1.027824
1 equities 1170E1 VIX FUTURES -43,545 6,108 0.924385 0.137817
2 equities 239742 RUSSELL E-MINI -3,848 31,266 2.211543 1.833550
3 equities 12460+ DJIA Consolidated 7,333 -6,213 -0.355379 -0.837912
4 equities 209742 NASDAQ MINI 17,176 13,968 2.148607 0.871254
5 equities 240741 NIKKEI STOCK AVERAGE -1,727 2,136 0.952725 0.861440
6 rates 043602 UST 10Y NOTE -673,175 9,305 -1.506998 -1.088427
7 rates 044601 UST 5Y NOTE -1,662,780 -3,416 -1.284253 -1.721771
8 rates 042601 UST 2Y NOTE -1,110,852 376 0.108987 -0.326443
9 rates 020601 UST BOND -40,419 2,847 -0.683370 -0.155626
10 rates 045601 FED FUNDS -80,844 130,472 -0.191569 0.017621
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX 16,131 -809 0.673582 1.314977
13 currencies 097741 JAPANESE YEN -11,930 66,397 2.668110 3.251402
14 currencies 099741 EURO FX 45,598 21,997 0.751770 0.456109
15 currencies 096742 BRITISH POUND 75,355 -40,404 0.331761 0.684269
16 currencies 232741 AUSTRALIAN DOLLAR -42,180 -8,429 -0.195399 0.611748
17 currencies 090741 CANADIAN DOLLAR -182,697 14,416 -1.527404 -1.810958
18 currencies 095741 MEXICAN PESO 64,543 -2,104 -0.721836 -1.251821
19 currencies 112741 NZ DOLLAR -16,751 -5,343 -1.474802 -1.446729
20 currencies 092741 SWISS FRANC -22,985 12,966 2.761122 0.729598
21 commodities 133741 BITCOIN 336 1,447 2.549372 1.903700
22 commodities 06765T BRENT LAST DAY -15,405 3,541 1.018472 0.832646
23 commodities 088691 GOLD 240,184 -11,703 -0.561891 0.376860
24 commodities 085692 COPPER- #1 18,113 -3,271 -2.039266 -0.528984
25 commodities 023651 NAT GAS NYME -68,344 16,612 1.693542 1.900749
26 commodities 111659 GASOLINE RBOB 11,588 -11,431 -2.535245 -2.321469
27 commodities 022651 NY HARBOR ULSD 8,329 -5,893 -1.402869 -1.047608
28 commodities 084691 SILVER 41,412 -1,288 -1.703426 -0.156757
29 commodities 076651 PLATINUM 7,878 -5,667 -1.768114 -0.743991
30 commodities 002602 CORN -167,677 61,918 -0.079231 0.294297
31 commodities 005602 SOYBEANS -169,880 11,923 -0.951977 -0.657931
32 commodities 001602 WHEAT-SRW -48,247 5,412 -0.718165 -0.320852
33 commodities 001612 WHEAT-HRW -23,628 2,471 -0.314493 0.221343
34 commodities 057642 LIVE CATTLE 74,922 -18,510 -0.468379 -0.267757
35 commodities 054642 LEAN HOGS 20,308 2,240 -0.278871 -0.921200
36 commodities 080732 SUGAR NO. 11 -2,108 -19,263 -0.537018 -1.072733
37 commodities 033661 COTTON NO. 2 -35,031 -3,905 -1.488357 -1.274324
38 commodities 083731 COFFEE C 58,715 -3,752 -1.621752 -0.548221
39 commodities 073732 COCOA 21,458 -1,382 0.469046 -0.395417
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 2,768 -434 -1.289658 -0.043980

Plotting plotly¶

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